+6.3%
MAGS vs MTCH
+27.4%
-21.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.2% |
| 7D | -1.4% | -4.4% | +3.0% | -0.5% |
| 30D | -4.4% | -0.3% | -4.1% | -4.8% |
| 3M | +1.9% | -2.0% | +3.9% | +1.7% |
| 6M | +4.9% | +6.4% | -1.5% | +1.8% |
| YTD | +6.5% | +27.3% | -20.8% | -0.8% |
| 1Y | +6.3% | +30.3% | -24.0% | -2.2% |
| All | +6.3% | +27.4% | -21.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling